Weak convergence in the functional autoregressive model

DOI10.1016/j.jmva.2006.05.010zbMath1118.60016arXivmath/0509256OpenAlexW1972835186MaRDI QIDQ997009

André Mas

Publication date: 19 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509256

zbMATH Keywords

weak convergenceperturbation theoryHilbert spaceautoregressive modellinear inverse problemfunctional datarandom operatormartingale difference arrays

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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